On 21.11.2012 16:14, Sturla Molden wrote:
> On 21.11.2012 16:01, Virgil Stokes wrote:
>>> I am referring to the following paper:
>> Arasaratnam, I. and Haykin, S. (2011) Cubature Kalman Smoothers.
>> /Automatica/ *47*, pp. 2245-2250.
>> Not the one you attached, and sorry I don't have it.
Ok, found it.
It basically has the same error as I pointed out.
It needs a PD lower triangular matrix, which is not returned by QR but
Cholesky.
Sturla